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SSRN eLibrary Search Results
EFMA 2002 London Meetings (Archive)
167,746 Total downloads
| Link to this page
Bank Runs, Welfare and Policy ImplicationsEFMA 2002 London Meeting, Forthcoming, BIS Working Paper No. 107 Haibin Zhu Bank for International Settlements (BIS) Date Posted: December 13, 2005 Working Paper Series 208 downloads
Valuing Companies by Cash Flow Discounting: Ten Methods and Nine TheoriesEFMA 2002 London Meetings Pablo Fernandez University of Navarra - IESE Business School Date Posted: May 14, 2004 Last Revised: November 18, 2015 Accepted Paper Series 34865 downloads
Option Pricing with Stochastic Volatility: A Closed-form Solution Using the Fourier TransformEFMA 2002 London Meetings Bogdan Negrea National Center for Scientific Research (CNRS) Date Posted: July 29, 2002 Working Paper Series 1677 downloads
Circularity and the Undervaluation of Privatised CompaniesEFMA 2002 London Meetings Anna Zalewska and Paul A. Grout University of Bath - Centre for Governance and Regulation; School of Management and University of Bristol - Leverhulme Centre for Market and Public Organisation (CMPO) Date Posted: June 25, 2002 Working Paper Series 158 downloads
Optimal Interest Margin, Deposit Insurance Premium and Bank SizeEFMA 2002 London Meetings Suheyla Ozyildirim Bilkent University - Faculty of Business Administration Date Posted: June 25, 2002 Working Paper Series 454 downloads
An Analytical Framework of Bank Merger and Reinvestment Decision under Maximizing Equity ValuesEFMA 2002 London Meetings Hsienyu Yin and Soushan Wu Shih Chien University - Graduate Institute of Business Administration and Securities & Futures Institute Date Posted: June 24, 2002 Working Paper Series 406 downloads
Decision Rules for Allocating a Limiting Factor Across Products in a Stochastic Production Environment: A Real Options ApproachEFMA 2002 London Meetings Mike Bowe and Stefanos Zarkos University of Manchester Institute of Science and Technology (UMIST) and Athens Laboratory of Business Administration (ALBA) Date Posted: June 24, 2002 Working Paper Series 276 downloads
Dependence of the Intraday Nikkei Stock Index FuturesEFMA 2002 London Meetings Shiyun Wang University of Sheffield - School of Management Date Posted: June 24, 2002 Working Paper Series 440 downloads
Friendly Takeovers in the UK: an Agency AnalysisEFMA 2002 London Meetings Charlie Weir and David Laing Robert Gordon University - Aberdeen Business School and Robert Gordon University - Centre for the Enhancement of Learning and Teaching (CELT) Date Posted: June 24, 2002 Working Paper Series 427 downloads
Money Market Operations and Volatility of UK Money MarketEFMA 2002 London Meetings Anne Vila Bank of England Date Posted: June 24, 2002 Working Paper Series 162 downloads
A Robust Estimation of the Relation between Stock Returns, Size, Dividend Yield and Payout RatioEFMA 2002 London Meetings Ian D. McManus, Owain Ap Gwilym and Stephen Thomas University of Southampton - School of Management, Bangor Business School and University of Southampton - School of Management Date Posted: June 20, 2002 Working Paper Series 1849 downloads
An Empirical Investigation of the Traditional and the Clean Surplus Valuation ModelsEFMA 2002 London Meetings Stella N. Spilioti and George Karathanassis University of Piraeus - Department of Economics and Athens University of Economics and Business - Department of Business Administration Date Posted: June 20, 2002 Working Paper Series 447 downloads
An Investigation of the Lead-Lag Relationship in Returns and Volatility between Cash and Stack Index Futures: The Case of GreeceEFMA 2002 London Meetings Ilias Visvikis, Panayotis Alexakis and Manolis G. Kavussanos Independent, Athens Stock Exchange and Athens University of Economics and Business - Department of Accounting and Finance Date Posted: June 20, 2002 Working Paper Series 756 downloads
ARCH in the G7 Equity Markets: A Speculative ExplanationEFMA 2002 London Meetings Lee Redding University of Michigan at Dearborn - Department of Accounting and Finance Date Posted: June 20, 2002 Working Paper Series 159 downloads
Assessing the Impact of the EURO on the Economies of Some MENA Countries: An Empirical Investigation Utilizing a Time-Varying Model to Forecast the Level and Volatility of the US Dollar/EURO Exchange RateEFMA 2002 London Meetings Ahmed Abutaleb and Michael G. Papaioannou Cairo University and International Monetary Fund (IMF) Date Posted: June 20, 2002 Working Paper Series 264 downloads
Board Structure and Agency CostsEFMA 2002 London Meetings, Cass Business School Research Paper Meziane Lasfer City University London - Sir John Cass Business School Date Posted: June 20, 2002 Working Paper Series 1075 downloads
Credit Rationing, Customer Relationship and the Number of Banks: An Empirical AnalysisEFMA 2002 London Meetings; EFA 2002 Berlin Meetings Discussion Paper Jean-Christophe Statnik, Eric de Bodt and Frederic Lobez Université de Lille - LSRMC – European Center for Corporate, Université de Lille and University of Lille II - GERME Research Center Date Posted: June 20, 2002 Working Paper Series 562 downloads
Determinants of Returns of Acquiring Firms Around Public Tender Offer Announcements: The Evidence Related to French Control-Oriented and Parent-Subsidiary OffersEFMA 2002 London Meetings Barbara S. Petitt and Pascal Dumontier CFA Institute and University of Grenoble Date Posted: June 20, 2002 Working Paper Series 363 downloads
Does Time Variation in Systematic Risk Affect the Profitability of Contrarian Investment Strategies?EFMA 2002 London Meetings Antonios Antoniou, Emilios C. Galariotis and Spyros I. Spyrou Wealth Associates, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance Date Posted: June 20, 2002 Working Paper Series 601 downloads
Managerial Equity Ownership and the Demand for Outside DirectorsEFMA 2002 London Meetings Ken V. Peasnell, Peter F. Pope and Steven Young Lancaster University - Department of Accounting and Finance, London School of Economics & Political Science (LSE) and Lancaster University - Department of Accounting and Finance Date Posted: June 20, 2002 Working Paper Series 558 downloads
Market Capitalization, Cross Correlations, The Lead/Lag Structure and Microstructure Effects in the Indian Stock MarketEFMA 2002 London Meetings Sunil S. Poshakwale and Michael Theobald Cranfield University - School of Management and University of Birmingham - Department of Accounting and Finance Date Posted: June 20, 2002 Working Paper Series 512 downloads
Market Timing of International Stock Markets using the Yield SpreadEFMA 2002 London Meetings Bruce G. Resnick, Gary L. Shoesmith and Wendy Liu Wake Forest University - Schools of Business, Wake Forest University - School of Business and Texas A&M University Date Posted: June 20, 2002 Working Paper Series 1240 downloads
Measuring Financial and Economic Integration with Equity Prices in Emerging MarketsEFMA 2002 London Meetings, Cass Business School Research Paper Fabiola Ravazzolo and Kate Phylaktis City University London and Cass Business School, City University, London Date Posted: June 20, 2002 Working Paper Series 268 downloads
Measuring Value at Risk of Portfolios under the Edgeworth-Sargan DistributionEFMA 2002 London Meetings Javier Perote and Esther del Brío Universidad Rey Juan Carlos - Department Economia and University of Salamanca Date Posted: June 20, 2002 Working Paper Series 245 downloads
Modeling Common Volatility and Dynamic Risk Premia in European Equity MarketsEFMA 2002 London Meetings Gregory Koutmos, Johan Knif and George C. Philippatos Fairfield University - Charles F. Dolan School of Business, Hanken School of Economics / Department of Finance and Statistics and University of Tennessee, Knoxville - College of Business Administration Date Posted: June 20, 2002 Working Paper Series 266 downloads
New Evidence on the Time-Varying Correlation between Consumption Growth and Stock Returns for the G7 CountriesFRB of New York Staff Report No. 181, EFMA 2002 London Meetings, EFA 2004 Maastricht Meetings Paper No. 5198 Lingjia Zhang and Asani Sarkar affiliation not provided to SSRN and Federal Reserve Bank of New York Date Posted: June 20, 2002 Working Paper Series 430 downloads
Pricing and Hedging Interest Rate Options: Evidence from Cap-Floor MarketsEFMA 2002 London Meetings Anurag Gupta and Marti G. Subrahmanyam Case Western Reserve University - Department of Banking & Finance and New York University - Stern School of Business Date Posted: June 20, 2002 Working Paper Series 889 downloads
Selecting Australian Equity Superannuation Funds: A Retail Investor's PerspectiveEFMA 2002 London Meetings Michael E. Drew, Jon D. Stanford and Madhu Veeraraghavan Griffith University, University of Queensland - School of Economics and T.A. PAI Management Institute, Finance Area Date Posted: June 20, 2002 Working Paper Series 179 downloads
Strategic Capital Budgeting: Asset Replacement under Market UncertaintyEFMA 2002 London Meetings Grzegorz Pawlina and Peter M. Kort Lancaster University - Department of Accounting and Finance and Tilburg University - Department of Econometrics & Operations Research Date Posted: June 20, 2002 Working Paper Series 546 downloads
Testing for Feedback Trading in Index Futures: A Dynamic CAPM ApproachEFMA 2002 London Meetings Gregory Koutmos Fairfield University - Charles F. Dolan School of Business Date Posted: June 20, 2002 Working Paper Series 451 downloads
The Relationship Between Commodity Prices and the Australian DollarEFMA 2002 London Meetings John L. Simpson Curtin University - Centre for Research in Applied Economics Date Posted: June 20, 2002 Working Paper Series 1011 downloads
The Supply of Trade Credits: Evidence from the UKEFMA 2002 London Meetings Khaled Soufani and Panikkos Z. Poutziouris Concordia University, Quebec - Department of Finance and affiliation not provided to SSRN Date Posted: June 20, 2002 Working Paper Series 243 downloads
The Under Investment and Over Investment Hypotheses: An Analysis using Panel DataEFMA 2002 London Meetings Julio Pindado and Arthur Morgado University of Salamanca - Administration and Business Economics and Instituto Politecnico de Coimbra (Portugal) Date Posted: June 20, 2002 Working Paper Series 477 downloads
Trading Activity and Intraday Returns in the Interest Rate FuturesEFMA 2002 London Meetings Tribhuvan Puri, Chikuang Kuan and George C. Philippatos University of Massachusetts Dartmouth - Department of Accounting & Finance, Independent and University of Tennessee, Knoxville - College of Business Administration Date Posted: June 20, 2002 Working Paper Series 308 downloads
What Firm-Specific News Releases Drive Economically Significant Stock Returns and Trading Volumes?EFMA 2002 London Meetings Paul Ryan and Richard Taffler University of London - Faculty of Social Science and Public Policy and Manchester Business School Date Posted: June 20, 2002 Working Paper Series 692 downloads
What the 'Indexes' Don't Tell You about Hedge FundsEFMA 2002 London Meetings Leola B. Ross and George Oberhofer Russell Investments - Capital Markets Research and Frank Russell Company-Consulting Date Posted: June 20, 2002 Working Paper Series 991 downloads
An Analysis of Private Loan Guarantee PortfoliosEFMA 2002 London Meetings , Journal of Fixed Income, Vol. 16, No. 1, 2006, pp. 55-64 M. Michel Gendron, Van Son Lai and Issouf Soumaré Laval University - Département de Finance et Assurance, Universite Laval and Laval University Date Posted: June 19, 2002 Last Revised: May 15, 2015 Accepted Paper Series 389 downloads
An Analysis of the Market Reward and Torpedo Effect of Firms that Consistently Meet ExpectationsEFMA 2002 London Meetings Irene Y. Kim George Washington University Date Posted: June 19, 2002 Working Paper Series 410 downloads
Assessment and Analysis of Credit Risk with Using of Logical and Probabilistic ModelEFMA 2002 London Meetings Vassilij Karassev, Andrey Roukine and E.D. Solojentsev Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering, Russian Academy of Sciences (RAS) - Institute of Problems of Mechanical Engineering and Russian Academy of Sciences (RAS) - Intelligent Integrated Systems Laboratory Date Posted: June 19, 2002 Working Paper Series 764 downloads
Discrete Wavelet Transform and Long Memory in Stock Market PricesEFMA 2002 London Meetings Il King Rhee and Hui-Jong Park Myongji University and Myongji University Date Posted: June 19, 2002 Working Paper Series 604 downloads
Does Frequent Trading Always Improve Liquidity?EFMA 2002 London Meetings Philip Y. K. Cheng, Saji Gopinath and Chandrasekhar Krishnamurti Nanyang Technological University (NTU) - Nanyang Business School, Regional Engineering College, India and Nanyang Business School Date Posted: June 19, 2002 Working Paper Series 320 downloads
Economics of Scale in the Retail Superannuation Funds in AustraliaEFMA 2002 London Meetings Davinder K. Malhotra, Vijaya B. Marisetty and Mohammed Ariff Philadelphia University, RMIT University and Monash University - Department of Accounting Date Posted: June 19, 2002 Working Paper Series 310 downloads
Evaluating Consumer Loans using Neural NetworksEFMA 2002 London Meetings Davinder K. Malhotra and Rashmi Malhotra Philadelphia University and Saint Joseph's University Date Posted: June 19, 2002 Working Paper Series 842 downloads
Framework for Venture Capital in the Accession Countries to the European UnionEFMA 2002 London Meetings Peter Schoefer and Roland Leitinger Cap Gemini Ernst & Young Consulting and affiliation not provided to SSRN Date Posted: June 19, 2002 Working Paper Series 691 downloads
Is there an International Trade-Venue Clientele Effect for Canadian Shares Cross-Listed in the United States?EFMA 2002 London Meetings Lawrence Kryzanowski and Arturo Rubalcava Concordia University, Quebec - John Molson School of Business and University of Regina Date Posted: June 19, 2002 Working Paper Series 160 downloads
Market Anomalies in the A.S.E: The Day of the Week EffectEFMA 2002 London Meetings Katerina Lyroudi, Demetres Subeniotis and George Komisopoulos University of Macedonia - Accounting and Finance, University of Macedonia and University of Macedonia Date Posted: June 19, 2002 Working Paper Series 774 downloads
Risk Management Disclosure Practices of UK Non-Financial Firms After FRS 13EFMA 2002 London Meetings Amrit Judge and Ephraim Clark Middlesex University - Business School and Middlesex University Business School Date Posted: June 19, 2002 Working Paper Series 652 downloads
Stock Prices Response to Real Economic Variables: The Case of GermanyEFMA 2002 London Meetings Andreas G. Merikas University of Piraeus Date Posted: June 19, 2002 Working Paper Series 385 downloads
Summary Statistics of Implied Probability Density Functions and their PropertiesEFMA 2002 London Meetings Damien P.G. Lynch and Nikolaos Panigirtzoglou Bank of England, Monetary Instruments and Markets Division and Queen Mary, University of London Date Posted: June 19, 2002 Working Paper Series 259 downloads
The Emergence of Concentrated Ownership and the Rebalancing of Portfolios due to Shareholder Activism in a Financial Market EquilibriumEFMA 2002 London Meetings Barbara G. Katz and Joel Owen Leonard N. Stern School of Business - Department of Economics and New York University (NYU) - Department of Information, Operations, and Management Sciences Date Posted: June 19, 2002 Working Paper Series 196 downloads |
